ClearBridge Energy MLP Total Return Fund (CTR)
42.61
+0.01
(+0.02%)
USD |
NYSE |
May 10, 11:38
CTR Max Drawdown (5Y): 95.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.30% |
March 31, 2024 | 95.30% |
February 29, 2024 | 95.30% |
January 31, 2024 | 95.30% |
December 31, 2023 | 95.30% |
November 30, 2023 | 95.30% |
October 31, 2023 | 95.30% |
September 30, 2023 | 95.30% |
August 31, 2023 | 95.30% |
July 31, 2023 | 95.30% |
June 30, 2023 | 95.30% |
May 31, 2023 | 95.30% |
April 30, 2023 | 95.30% |
March 31, 2023 | 95.30% |
February 28, 2023 | 95.30% |
January 31, 2023 | 95.30% |
December 31, 2022 | 95.30% |
November 30, 2022 | 95.30% |
October 31, 2022 | 95.30% |
September 30, 2022 | 95.30% |
August 31, 2022 | 95.30% |
July 31, 2022 | 95.30% |
June 30, 2022 | 95.30% |
May 31, 2022 | 95.30% |
April 30, 2022 | 95.30% |
Date | Value |
---|---|
March 31, 2022 | 95.30% |
February 28, 2022 | 95.30% |
January 31, 2022 | 95.30% |
December 31, 2021 | 95.30% |
November 30, 2021 | 95.30% |
October 31, 2021 | 95.30% |
September 30, 2021 | 95.30% |
August 31, 2021 | 95.30% |
July 31, 2021 | 95.30% |
June 30, 2021 | 95.30% |
May 31, 2021 | 95.30% |
April 30, 2021 | 95.30% |
March 31, 2021 | 95.30% |
February 28, 2021 | 95.30% |
January 31, 2021 | 95.30% |
December 31, 2020 | 95.30% |
November 30, 2020 | 95.30% |
October 31, 2020 | 95.30% |
September 30, 2020 | 95.30% |
August 31, 2020 | 95.30% |
July 31, 2020 | 95.30% |
June 30, 2020 | 95.30% |
May 31, 2020 | 95.30% |
April 30, 2020 | 95.30% |
March 31, 2020 | 95.30% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
71.67%
Minimum
May 2019
95.30%
Maximum
Mar 2020
91.36%
Average
95.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.16 |
Beta (5Y) | 2.404 |
Alpha (vs YCharts Benchmark) (5Y) | -10.68 |
Beta (vs YCharts Benchmark) (5Y) | 1.452 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.28% |
Historical Sharpe Ratio (5Y) | 0.0696 |
Historical Sortino (5Y) | 0.0728 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |